Items where Author is "Kellner, Ralf"
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Kellner, Ralf and Nagl, Maximilian and Rösch, Daniel (2022) Opening the black box - Quantile neural networks for loss given default prediction. JOURNAL OF BANKING & FINANCE, 134: 106334. ISSN 0378-4266, 1872-6372
Voss, Andreas and Loeffler, Timon and Reuter, Sven and Imhoff, Andreas B. and Kellner, Ralf and Csapo, Robert and Braun, Sepp (2021) Additional acromioclavicular cerclage limits lateral tilt of the scapula in patients with arthroscopically assisted coracoclavicular ligament reconstruction. ARCHIVES OF ORTHOPAEDIC AND TRAUMA SURGERY, 141 (8). pp. 1331-1338. ISSN 0936-8051, 1434-3916
Kellner, Ralf and Roesch, Daniel (2021) A Bayesian Re-Interpretation of "significant" empirical financial research. FINANCE RESEARCH LETTERS, 38: 101402. ISSN 1544-6123, 1544-6131
Betz, Jennifer and Kellner, Ralf and Rösch, Daniel (2021) Time matters: How default resolution times impact final loss rates. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 70 (3). pp. 619-644. ISSN 0035-9254, 1467-9876
Jobst, Rainer and Kellner, Ralf and Roesch, Daniel (2020) Bayesian loss given default estimation for European sovereign bonds. INTERNATIONAL JOURNAL OF FORECASTING, 36 (3). pp. 1073-1091. ISSN 0169-2070, 1872-8200
Betz, Jennifer and Krueger, Steffen and Kellner, Ralf and Roesch, Daniel (2020) Macroeconomic effects and frailties in the resolution of non-performing loans. JOURNAL OF BANKING & FINANCE, 112: 105212. ISSN 0378-4266, 1872-6372
Liska, Franz and von Deimling, Constantin and Otto, Alexander and Willinger, Lukas and Kellner, Ralf and Imhoff, Andreas B. and Burgkart, Rainer and Voss, Andreas (2019) Distal femoral torsional osteotomy increases the contact pressure of the medial patellofemoral joint in biomechanical analysis. KNEE SURGERY SPORTS TRAUMATOLOGY ARTHROSCOPY, 27 (7). pp. 2328-2333. ISSN 0942-2056, 1433-7347
Kellner, Ralf and Roesch, Daniel (2019) A country specific point of view on international diversification. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 98: UNSP 10206. ISSN 0261-5606, 1873-0639
Betz, Jennifer and Kellner, Ralf and Roesch, Daniel (2018) Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 271 (3). pp. 1113-1144. ISSN 0377-2217, 1872-6860
Kellner, Ralf and Roesch, Daniel (2016) Quantifying market risk with Value-at-Risk or Expected Shortfall? - Consequences for capital requirements and model risk. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 68. pp. 45-63. ISSN 0165-1889, 1879-1743
Betz, Jennifer and Kellner, Ralf and Roesch, Daniel (2016) What drives the time to resolution of defaulted bank loans? FINANCE RESEARCH LETTERS, 18. pp. 7-31. ISSN 1544-6123, 1544-6131
Kellner, Ralf and Roesch, Daniel and Scheule, Harald (2016) The role of model risk in extreme value theory for capital adequacy. JOURNAL OF RISK, 18 (6). pp. 39-70. ISSN 1465-1211, 1755-2842
